Forecasting High‐Frequency Risk Measures
Denisa Banulescu-Radu,
Gilbert Colletaz,
Christophe Hurlin and
Sessi Tokpavi (sessi.tokpavi@univ-orleans.fr)
Journal of Forecasting, 2016, vol. 35, issue 3, 224-249
Date: 2016
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Working Paper: Forecasting High-Frequency Risk Measures (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:35:y:2016:i:3:p:224-249
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